+1,431.7%
MOH vs DTE
+920.5%
+511.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.3% | +2.6% |
| 7D | +1.7% | -2.6% | +4.3% | +3.0% |
| 30D | -0.9% | -4.4% | +3.5% | +1.3% |
| 3M | +5.7% | -8.3% | +14.0% | +10.1% |
| 6M | +39.1% | -8.1% | +47.2% | +44.3% |
| YTD | +17.7% | +4.4% | +13.3% | +14.7% |
| 1Y | +8.4% | +0.2% | +8.2% | +7.8% |
| 3Y | -36.6% | +42.6% | -79.2% | -48.0% |
| 5Y | -19.1% | +31.5% | -50.5% | -31.6% |
| 10Y | +262.8% | +138.2% | +124.6% | +113.2% |
| All | +1,431.7% | +920.5% | +511.3% | +325.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DTE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling